Preheat the oven to 325°.
Add your milk, yeast, sugar, salt, butter, and egg to a large mixing bowl, and whisk together.
Add in flour, using a hand mixer, mix all ingredients well. (Dough should not stick to the bowl. Add more flour if need be.)
Knead gently with hands until flour is mixed into dough and well combined.
Place dough into a bowl, cover with towel, and place into a warm, dry area.
Let rise for one hour and punch dough with hand in center.
Roll dough out on to a floured surface, forming a large rectangle.
In a mixing bowl mix together your pumpkin, cream cheese, sugar, pumpkin pie spice, and vanilla until smooth.
Spread a thin layer of your mixture on top of your dough.
Sprinkle with cinnamon and brown sugar.
Roll dough up tightly, and cut into 1&1/2 inch slices, using a sharp knife.
Place cut rolls into a greased baking dish. Cover and let rise for 1 hour.
Bake for 12 minutes or until golden.
Once cinnamon rolls are cooled top with cream cheese icing.
Serve and ENJOY!!!